SciELO - Scientific Electronic Library Online

 
vol.25 issue113PROYECCIÓN DE LA TASA DE CAMBIO DE COLOMBIA BAJO CONDICIONES DE PPA: EVIDENCIA EMPÍRICA USANDO VAR author indexsubject indexarticles search
Home Pagealphabetic serial listing  

Services on Demand

Journal

Article

Indicators

Related links

  • On index processCited by Google
  • Have no similar articlesSimilars in SciELO
  • On index processSimilars in Google

Share


Estudios Gerenciales

Print version ISSN 0123-5923

Abstract

BERGGRUN PRECIADO, LUIS  and  CAMACHO ROGER, VIRGINIA. CÓMO CREAR UN PORTAFOLIO DE INVERSIÓN CON LAS OPCIONES QUE OFRECEN LOS FONDOS DE PENSIONES VOLUNTARIAS EN COLOMBIA: EL CASO DE SKANDIA. estud.gerenc. [online]. 2009, vol.25, n.113, pp.229-241. ISSN 0123-5923.

How to develop an investment portfolio considering the different alternatives that voluntary pension funds offer in Colombia: the Case of Skandia This case applies Markowitz methodology to find optimal portfolios built from different investment alternatives offered by Skandia’s Voluntary Pension Funds taking into account different types of risk and risk aversion attitudes of investors.

Keywords : Optimal portfolios; capital market line; capital allocation; risk aversion level; risk.

        · abstract in Spanish | Portuguese     · text in Spanish

 

Creative Commons License All the contents of this journal, except where otherwise noted, is licensed under a Creative Commons Attribution License